Doocy and co-anchors Gretchen Carlson and Brian Kilmeade also criticized Obama for not admitting "that there is one network that is absolutely devoted to being his cheerleader," presumably a reference to MSNBC.

In a post to her GretaWire blog, Greta Van Sustere also responded to the President's remarks, and she invited him to appear on "On the Record" to "bury the hatchet":

"There is a huge Fox audience that he represents since he is the President of all Americans," she wrote. "He should speak to the Fox audience, too. He is the President for ALL."

"I've got one television station that is entirely devoted to attacking my administration...That's a pretty big megaphone. You'd be hard pressed if you watched the entire day to find a positive story about me on that front," Obama said.

You can read CNBC's report on the interview here. Watch the full interview below. And watch Obama show off his quick reflexes by crushing a pesky fly during the interview here.